How to change the type of a variable using JuMP?

Question

I am using Julia/JuMP to write an algorithm. I have previously defined an MILP, but now I want to relax some of the integer restrictions. How can I do this?

Here is my sample code:

using JuMP
using Gurobi

model = Model(Gurobi.Optimizer)
@variable(model, 0 <= x[i=1:2], Int)
@constraint(model, x[1] + x[2] >= 0.5)
@objective(model, Min, 3*x[1] + x[2])

# *Here I want to relax the integer restriction on x[2]*

optimize!(model)
println(value.(x))

I have found an old post with the same question (How to convert type of a variable when using JuMP), but the solution (using the function setcategory()) does not seem to work in the current version of JuMP.

score 1 · Accepted Answer · answered Nov 05 '20 at 17:41

1

You're looking for unset_integer: https://jump.dev/JuMP.jl/stable/variables/#Integer-constraints-1

There is also relax_integrality https://jump.dev/JuMP.jl/stable/variables/#JuMP.relax_integrality

answered Nov 05 '20 at 17:41

Oscar Dowson

2,395
1
5
13

1

Thanks! This is what I was looking for indeed. – Ruben van Beesten Nov 06 '20 at 20:50

How to change the type of a variable using JuMP?

1 Answers1